SYMARFIMA: a dynamical model for conditionally symmetric time series with long range dependence mean structure

DOI10.1016/j.jspi.2022.11.002zbMath1512.62078MaRDI QIDQ6101690

Helen da Silva Costa Benaduce, Guilherme Pumi

Publication date: 20 June 2023

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

time series analysisgeneralized linear modelslong range dependent processessymmetric distributiondynamic models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Linear inference, regression (62J99)

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